Trading Metrics calculated at close of trading on 07-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-1999 |
07-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,588.30 |
10,588.30 |
0.00 |
0.0% |
10,279.30 |
High |
10,588.30 |
10,604.50 |
16.20 |
0.2% |
10,402.80 |
Low |
10,399.50 |
10,508.20 |
108.70 |
1.0% |
10,081.10 |
Close |
10,588.30 |
10,537.00 |
-51.30 |
-0.5% |
10,273.00 |
Range |
188.80 |
96.30 |
-92.50 |
-49.0% |
321.70 |
ATR |
165.52 |
160.58 |
-4.94 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 07-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,838.80 |
10,784.20 |
10,589.97 |
|
R3 |
10,742.50 |
10,687.90 |
10,563.48 |
|
R2 |
10,646.20 |
10,646.20 |
10,554.66 |
|
R1 |
10,591.60 |
10,591.60 |
10,545.83 |
10,570.75 |
PP |
10,549.90 |
10,549.90 |
10,549.90 |
10,539.48 |
S1 |
10,495.30 |
10,495.30 |
10,528.17 |
10,474.45 |
S2 |
10,453.60 |
10,453.60 |
10,519.35 |
|
S3 |
10,357.30 |
10,399.00 |
10,510.52 |
|
S4 |
10,261.00 |
10,302.70 |
10,484.04 |
|
|
Weekly Pivots for week ending 01-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,217.40 |
11,066.90 |
10,449.94 |
|
R3 |
10,895.70 |
10,745.20 |
10,361.47 |
|
R2 |
10,574.00 |
10,574.00 |
10,331.98 |
|
R1 |
10,423.50 |
10,423.50 |
10,302.49 |
10,337.90 |
PP |
10,252.30 |
10,252.30 |
10,252.30 |
10,209.50 |
S1 |
10,101.80 |
10,101.80 |
10,243.51 |
10,016.20 |
S2 |
9,930.60 |
9,930.60 |
10,214.02 |
|
S3 |
9,608.90 |
9,780.10 |
10,184.53 |
|
S4 |
9,287.20 |
9,458.40 |
10,096.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,604.50 |
10,184.00 |
420.50 |
4.0% |
162.46 |
1.5% |
84% |
True |
False |
|
10 |
10,604.50 |
10,081.10 |
523.40 |
5.0% |
162.73 |
1.5% |
87% |
True |
False |
|
20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.1% |
158.53 |
1.5% |
43% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.2% |
154.99 |
1.5% |
35% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.2% |
151.81 |
1.4% |
35% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.2% |
147.16 |
1.4% |
35% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.2% |
149.68 |
1.4% |
35% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.2% |
151.53 |
1.4% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,013.78 |
2.618 |
10,856.61 |
1.618 |
10,760.31 |
1.000 |
10,700.80 |
0.618 |
10,664.01 |
HIGH |
10,604.50 |
0.618 |
10,567.71 |
0.500 |
10,556.35 |
0.382 |
10,544.99 |
LOW |
10,508.20 |
0.618 |
10,448.69 |
1.000 |
10,411.90 |
1.618 |
10,352.39 |
2.618 |
10,256.09 |
4.250 |
10,098.93 |
|
|
Fisher Pivots for day following 07-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,556.35 |
10,504.93 |
PP |
10,549.90 |
10,472.87 |
S1 |
10,543.45 |
10,440.80 |
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